Pages that link to "Item:Q1309882"
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The following pages link to A model for portfolio management with mortgage-backed securities (Q1309882):
Displaying 18 items.
- A moment-matching method to generate arbitrage-free scenarios (Q319831) (← links)
- Options strategies for international portfolios with overall risk management via multi-stage stochastic programming (Q363597) (← links)
- On multistage stochastic integer programming for incorporating logical constraints in asset and liability management under uncertainty (Q839843) (← links)
- An optimal design of collateralized mortgage obligation with PAC-companion structure using dynamic cash reserve (Q856302) (← links)
- The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach (Q951337) (← links)
- A two-factor, stochastic programming model of Danish mortgage-backed securities (Q953639) (← links)
- Mortgage loan portfolio optimization using multi-stage stochastic programming (Q1017001) (← links)
- A stochastic programming model for money management (Q1127123) (← links)
- Dynamic models for fixed-income portfolio management under uncertainty (Q1275033) (← links)
- Discretized reality and spurious profits in stochastic programming models for asset/liability management (Q1278969) (← links)
- Computational assessment of distributed decomposition methods for stochastic linear programs (Q1296802) (← links)
- A stochastic programming model for funding single premium deferred annuities (Q1363425) (← links)
- Strategic asset allocation (Q1391439) (← links)
- The optimal portfolio problem with coherent risk measure constraints. (Q1406490) (← links)
- A two-stage stochastic integer programming approach as a mixture of branch-and-fix coordination and Benders decomposition schemes (Q2480254) (← links)
- A two-period portfolio selection model for Asset-Backed Securitization (Q2867372) (← links)
- Stochastic programming for funding mortgage pools (Q3593603) (← links)
- Designing Portfolios of Financial Products via Integrated Simulation and Optimization Models (Q4545670) (← links)
